X0201 N-CEN LIVE 0001064046 XXXXXXXX 811-08821 false false false N-1A S000003731 true S000003752 true S000003735 true S000003723 true S000003711 true S000023531 true S000003756 true S000003712 true S000003749 true S000003757 true S000016688 true S000003716 true S000003721 true S000003725 true S000003714 true S000003734 true S000003729 true S000003720 true S000003722 true S000003740 true S000003732 true S000003758 true S000003754 true S000003715 true S000003741 true S000003747 true S000003739 true S000003746 true S000003745 true S000003753 true S000003724 true S000003727 true S000003743 true S000003733 true S000003726 true S000003751 true S000003718 true S000011813 true S000003713 true S000003738 true S000003750 true S000003710 true S000003717 true S000003728 true S000003719 true S000003755 true S000003742 true S000003759 true S000003744 true Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 US-MD US 301-296-5100 MUFG Investor Services (US), LLC 805 King Farm Blvd Rockville 20850 240-614-4800 Records of the Trust's securities and cash N N N-1A 49 Y Sandra G. Sponem N/A N Roman Friedrich III 001010773 N Ronald A. Nyberg N/A N Donald A. Chubb, Jr. N/A N Randall C. Barnes 004411270 N Amy J. Lee 001161869 Y Angela Brock-Kyle N/A N Thomas F. Lydon, Jr. 001099080 N Jerry B. Farley N/A N Ronald E. Toupin, Jr. N/A N Elisabeth Miller 004381813 702 King Farm Blvd., Suite 200 Rockville 20850 XXXXXX N N N N N Guggenheim Funds Distributors, LLC 008-48842 000039805 549300YLHACOJHH3DN20 Y N Ernst & Young LLP 42 N/A N N N N N N NASDAQ-100 2x Strategy Fund S000003752 549300LJ1KH6QGVD7G61 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.443824 0.410263 0.002646 0.002951 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 84173.12000000 415.75000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 887.1 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8301.82 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2477.44 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5179.67 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 0.01 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 1.64 16847.68 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 2941658.38 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 19853262.33 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 15459030.91 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9480450.32 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1821136759.28 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 564632129.78 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 659610127.96 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 3494641.7 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2011045386.7 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2542408101.76 7653754239.62 N 87963022.008333 0 Uncommitted 75000000 N N N Inverse S&P 500 Strategy Fund S000003754 549300ZPGJMLGINIMV44 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N -0.529915 -0.543913 0.003313 0.003233 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 233.17 233.17 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 49959.53 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 235599972.87 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 60527506.98 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 64155062.58 CastleOak Securities, LP 8-65786 000125334 549300MXL7C60HZ59S65 100000 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 220027161.32 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 25079297.88 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 119717.19 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 99956.83 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 269186.49 606027821.67 N 3628572.4175 0 Uncommitted 75000000 N N N Nova Fund S000003732 5493004Z57SL7EID0N94 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.159543 0.135365 0.002525 0.002676 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 10915.19000000 492.27000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1658.89 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3562.2 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1012.29 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 22.55 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 609.58 6865.51 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 300682961.00 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 556808223.05 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1071933311.27 DAIWA CAPITAL MARKETS AMERICA INC. 8-12242 000001576 M67H5PRC0NQKM73ZAS82 1000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1998171.94 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 1297143.54 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 237119871.6 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 814407499.47 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 996892.78 2988249565.96 N 38468443.3525 0 Uncommitted 75000000 N N N Strengthening Dollar 2x Strategy Fund S000003733 549300X8NILLL6VH2458 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.065133 0.043925 0.019255 0.019318 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4118.4 4118.4 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 36077898.23 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 199916.83 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 35269034.02 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 199404 CastleOak Securities, LP 8-65786 000125334 549300MXL7C60HZ59S65 100000 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 125649657.44 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 42497110.13 239993020.65 N 2495402.8075 0 Uncommitted 75000000 N N N N Long Short Equity Fund S000003729 5493000OCWEFVH5WSK57 N 1 0 0 Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 121068.29000000 1107.67000000 Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4066.81 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7314.02 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3005.61 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 24.28 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5352.99 SUNTRUST ROBINSON HUMPHREY, INC. 8-17212 000006271 CSVTK36R0PNGXEM7NS14 155.09 19918.8 SUNTRUST ROBINSON HUMPHREY, INC. 8-17212 000006271 CSVTK36R0PNGXEM7NS14 29545 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 144580.9 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 238929.75 WELLS FARGO SECURITIES, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 170690.25 583745.9 N 28322887.08 0 N N N N Transportation Fund S000003724 549300B7U5TQYKDWLG56 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 69026.79000000 127.78000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 103.49 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 65.84 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1980.71 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 122.02 2272.06 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4479967.82 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1256349.18 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1298895.68 7035212.68 N 4237449.710833 0 Uncommitted 75000000 N N N S&P 500 2x Strategy Fund S000003751 5493005PGX0V8DIOSA37 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.339704 0.310223 0.002807 0.002995 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 6198.97000000 179.96000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3005.4 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 0.3 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1700.47 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 37.1 4743.27 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 858121709.37 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 5089068.13 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 4734548.06 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1287052488.82 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 2697803.12 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1647987.02 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 358995991.74 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1365309989.21 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 356975169.66 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3462281.79 4245486127.7 N 41982238.5175 0 Uncommitted 75000000 N N N Inverse Mid-Cap Strategy Fund S000003745 549300EZ2VDGT5C02O57 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N -0.45072 -0.465229 0.003566 0.00346 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8.51 8.51 INTL FCSTONE FINANCIAL INC. 8-51269 000045993 549300LNKU6K5TJCRG93 30001.29 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 279129.98 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 5479497.85 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9977.13 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8940247.85 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 5380947.7 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 14955.21 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 29777.46 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 19738437.96 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 4009062.58 43912035.01 N 337185.520833 0 Uncommitted 75000000 N N N N Weakening Dollar 2x Strategy Fund S000003731 549300WRT3D10E9F5X60 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N -0.031376 -0.050666 0.018472 0.018388 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1284 1284 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 8077852.49 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 39941.33 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 8299476.23 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17928283.54 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 27907464.88 CastleOak Securities, LP 8-65786 000125334 549300MXL7C60HZ59S65 50000 62303018.47 N 553315.403333 0 Uncommitted 75000000 N N N N NASDAQ-100 Fund S000003756 549300GWYDUL8SVR5L88 N 1 0 0 Fund of Funds Underlying fund N N -0.002623 -0.025989 0.002641 0.002677 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 115084.78000000 579.03000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2154.2 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 903.64 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 1.06 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 270.14 3329.04 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 299318.08 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 286507592.68 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 13073713.79 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 737700.66 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 10000162.7 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 724792716.91 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1565903777.95 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 662277852.28 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 434840581.58 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2158933.43 3700891501.76 N 77065739.145 0 Uncommitted 75000000 N N N Europe 1.25x Strategy Fund S000003749 54930044GRP1GGC58K12 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.057772 0.033806 0.071937 0.071966 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 24749.46000000 585.51000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 301.73 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 72.12 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5023.73 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 528.52 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 477.74 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 1457.89 7861.73 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 21465266.46 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1693618.17 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 19579856.5 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 72888107.62 115626848.75 N 4821191.084166 0 Uncommitted 75000000 N N N Electronics Fund S000003713 5493000OY0S9WKUC8M88 N 1 0 0 Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 114297.16000000 236.87000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 67.43 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 63 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 20.4 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 630.03 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 394.9 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1414.35 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2858.84 5448.95 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2421881.33 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8436273.68 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2437994.82 13296149.83 N 7874798.456666 0 Uncommitted 75000000 N N N Utilities Fund S000003725 549300EBPUQN2OLJFP29 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 39970.08000000 30.65000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 322.79 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2078.02 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 4369.74 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 383.53 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2316.84 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1064.67 10535.59 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 18839635.44 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 5246380.73 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 5348776.93 29434793.1 N 20888778.116666 0 Uncommitted 75000000 N N N Inverse Government Long Bond Strategy Fund S000003735 549300YHH0I2FKPD4805 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 309.27 309.27 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 213824093.29 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 299560 CastleOak Securities, LP 8-65786 000125334 549300MXL7C60HZ59S65 125000 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 113553869.67 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 31671627.68 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 299106 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 279786555.53 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 99956.83 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 152721.71 639812490.71 N 2853150.833333 0 Uncommitted 75000000 N N N N Leisure Fund S000003719 549300JFCHYH0BITLM73 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 159426.87000000 478.50000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 339.88 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 9.62 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2834.25 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1791.97 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1.9 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 414.76 5392.38 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6157456.55 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1719703.35 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1684935.42 9562095.32 N 6032615.308333 0 Uncommitted 75000000 N N N Health Care Fund S000003717 5493001VKGTEDLOTHU44 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 236463.62000000 24770.82000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 304.49 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 159.76 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 1916.57 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2920.92 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 506.92 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1646.35 7455.01 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 5305290.87 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 5386949.53 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 19146367 29838607.4 N 19542346.604166 0 Uncommitted 75000000 N N N Financial Services Fund S000003716 549300U0TQVWUWWVEO72 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 14401.04000000 11.78000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1467.36 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 216.87 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 603.31 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 701.34 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3029.64 6018.52 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9153150.46 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2595696.38 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2663855.06 14412701.9 N 9802529.628333 0 Uncommitted 75000000 N N N Consumer Products Fund S000003712 549300OE7YE6TC22G349 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 153535.52000000 14476.05000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 3.34 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2497.08 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1184.75 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 193.66 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2446.2 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2378.4 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 246.84 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 393.12 9343.39 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15349636.05 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 4256951.92 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4321612.86 23928200.83 N 16578031.135833 0 Uncommitted 75000000 N N N S&P SmallCap 600 Pure Value Fund S000003740 549300MNA0D17ME2RY11 N 1 0 0 Underlying fund N N -0.003121 -0.024069 0.001677 0.001813 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 240486.12000000 6986.43000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 10850.81 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 2070.13 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 27.1 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1735.12 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1349.03 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 6003.1 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 275.78 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1124.86 23435.93 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2700734.33 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9353375.48 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 3117348.64 15171458.45 N 8665069.584166 0 Uncommitted 75000000 N N N Energy Fund S000003714 549300U94DM6WS1H2223 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 51587.18000000 190.000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2609.57 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 361.18 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 666.74 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 493.88 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 535.75 4667.12 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8032477.47 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2330030.45 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2219582.93 12582090.85 N 8845083.111666 0 Uncommitted 75000000 N N N U.S. Government Money Market Fund S000003710 549300RFDC5U7WLJKO50 N 1 0 0 Money Market Fund Underlying fund N N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 28648544.07 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 31583543.64 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 35935626.96 JEFFERIES LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 27572686.39 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 64803720.91 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2848695979.92 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 976090978.68 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 22022803.84 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 33448021.75 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 793108412.12 4908687930.76 N 0 61857758.461205 Uncommitted 75000000 N N N Telecommunications Fund S000003723 549300J0GWL34DCN7G96 N 1 0 0 Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 37793.59000000 142.65000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 218.29 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1146.61 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 278.98 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2156 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9.64 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 48.65 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 504.52 4362.69 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 942503.41 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 955680.55 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3351480.89 5249664.85 N 3245236.0275 0 Uncommitted 75000000 N N N Russell 2000 1.5x Strategy Fund S000003728 5493001R8JAO1P04LT19 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.123517 0.098395 0.002687 0.002832 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 2886.40000000 78.54000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 0.24 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 6.73 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 0.02 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 210.28 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 0.23 217.5 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 569741 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 642131.83 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 568228.88 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 204974075.39 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 51795005.64 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 102767411.61 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 185109878.85 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 399108.53 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 56640089.94 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 977658.43 604493216.45 N 6197585.674166 0 Uncommitted 75000000 N N N Technology Fund S000003722 549300780HPWSSEW7M67 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 254543.42000000 631.71000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 819.18 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2326.24 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 750.8 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 44.98 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 90.64 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2986.08 7017.92 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 6483874.96 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 6308675.29 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 22764176.4 35556726.65 N 22126130.770833 0 Uncommitted 75000000 N N N Biotechnology Fund S000003711 549300XTVUV4IZ56ON16 N 1 0 0 Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 422949.29000000 7998.000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 1710.85 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 23.69 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1003.06 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2965.49 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 861.86 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 333.33 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 193.5 7091.78 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 6385780.87 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 23086183.54 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 6329789.32 35801753.73 N 21759908.404166 0 Uncommitted 75000000 N N N Internet Fund S000003718 5493008DTNJOIOBE6U98 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 265139.01000000 2578.43000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 621.76 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 57.51 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 3227.06 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1459.15 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 110.95 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3.4 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 637.34 6117.17 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 11046747.77 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3082390.96 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 3019082.99 17148221.72 N 9584575.79 0 Uncommitted 75000000 N N N Mid-Cap 1.5x Strategy Fund S000003727 549300FY166SAJP5HI71 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.123706 0.099087 0.0046 0.004695 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 7550.60000000 58.07000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 147.94 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 348.77 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 605.02 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 130.14 1231.87 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 154046703.13 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 992682.36 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 43558233.46 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 147362451.45 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 699118.67 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 199752.56 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 158297683.08 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 369801.7 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 23188228.62 528764639.14 N 8034466.230833 0 Uncommitted 75000000 N N N Russell 2000 2x Strategy Fund S000011813 5493003Y5L8MOKY2XN94 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.243774 0.216352 0.003345 0.003516 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee 38.68000000 1.11000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 255.38 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.24 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 0.02 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 0.02 255.66 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 124718.49 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 103241330.64 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 58653289.87 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 699868.61 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 150482381.58 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 98598409.16 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 249918.06 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 208103323.73 620153240.14 N 3168974.5725 0 Uncommitted 75000000 N N N Inverse Dow 2x Strategy Fund S000003755 549300PLZTEQUTU96N22 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N -0.602292 -0.61422 0.004221 0.003893 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 115.43 115.43 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 599750.5 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 299106 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 303395036.24 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 74016371.56 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1031867.82 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 699050.69 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 72546432.69 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1378692.33 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 258523944.24 712490252.07 N 3827993.215 0 Uncommitted 75000000 N N N Inverse NASDAQ-100 Strategy Fund S000003757 549300BBIF1XKAU7YI03 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N -0.661414 -0.674718 0.003408 0.003273 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 21.95 21.95 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 99967.22 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 199916.83 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 34332580.85 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 31190200.17 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 26738221.4 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 48205403.64 CastleOak Securities, LP 8-65786 000125334 549300MXL7C60HZ59S65 50000 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 99973.61 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 109668366.34 250584630.06 N 1334055.7175 0 Uncommitted 75000000 N N N Japan 2x Strategy Fund S000003750 5493000PFRZWXIS4EO85 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.214799 0.191953 0.320309 0.320281 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4330.95 4330.95 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 802571.23 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 99956.83 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 17178661.83 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 199404 CastleOak Securities, LP 8-65786 000125334 549300MXL7C60HZ59S65 75000 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 16024577.27 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 56559459.79 90939630.95 N 1918692.8525 0 Uncommitted 75000000 N N N Energy Services Fund S000003715 5493008C68OBZH304M86 N 1 0 0 Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 171009.97000000 250.63000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1273.08 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 1117.1 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 6361.96 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 12.23 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2978.62 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 972.89 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 1140.91 13856.79 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1164295.87 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1111377.38 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4085743.86 6361417.11 N 3674338.461666 0 Uncommitted 75000000 N N N Global Managed Futures Strategy Fund S000023531 549300CLOWHV203GAV04 N 1 0 0 Fund of Funds Underlying fund Y Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 103862.26 103862.26 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7114330.55 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 84158223.18 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 75690099.22 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 274039028.39 441001681.34 N 14083581.785 0 Uncommitted 75000000 N N N N Basic Materials Fund S000003759 549300BS2SEZ4JRDDF86 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 135714.96000000 1432.42000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 332.4 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 262.27 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 355 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 107.34 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 44.91 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 933.96 2035.88 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2618195.97 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9130739.7 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2545375.87 14294311.54 N 6399281.030833 0 Uncommitted 75000000 N N N Real Estate Fund S000003726 549300SJ3ZMS4TIS6C34 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 93096.55000000 570.31000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 235.52 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8531.7 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1734.79 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1769.66 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 2174.32 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 157.39 14603.38 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3595871.02 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 3559942.54 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 12704429.98 19860243.54 N 14386449.4425 0 Uncommitted 75000000 N N N S&P MidCap 400 Pure Value Fund S000003742 549300G7PIXHUXRFK191 N 1 0 0 Underlying fund N N 0.001234 -0.020021 0.003056 0.003144 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 400515.49000000 11397.000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 962.56 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 4953.71 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1241.18 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 6174.95 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 22.92 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 212.93 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 778.77 14347.02 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 4125503.47 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3007865.49 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10492016.78 17625385.74 N 10066720.745833 0 Uncommitted 75000000 N N N Dow 2x Strategy Fund S000003753 549300LZ9Q8XW2QTTN63 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N 0.248662 0.221341 0.002868 0.003262 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 797.82 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1026.76 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 572.9 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 53.26 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 40.2 2490.94 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 93952079.38 BMO Capital Markets Corp., New York Branch 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 449192.5 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 1308961.95 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1305929.54 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 383442698.67 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 345297231.64 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2099968.55 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 622216676.43 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2748745.52 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 449237.64 1454118540.15 N 16023759.591666 0 Uncommitted 75000000 N N N Government Long Bond 1.2x Strategy Fund S000003721 54930051US1ACWPK2310 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2732.73 2732.73 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 997020 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 39924204.28 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 421526693.88 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 209359053 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3401029.31 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 143679211.2 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 299560 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1099463.75 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 2796741.18 823082976.6 N 17923302.104166 0 Uncommitted 75000000 N N N S&P MidCap 400 Pure Growth Fund S000003744 549300SL2Z7RY94P1E48 N 1 0 0 Underlying fund N N 0.001149 -0.018884 0.002579 0.002627 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 362254.28000000 551.05000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 949.96 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 58.14 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2133.62 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 665.75 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 538.3 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 109.8 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 3948.15 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 170.21 8573.93 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 5650497.21 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15859563.36 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4528115.65 26038176.22 N 14309632.350833 0 Uncommitted 75000000 N N N Retailing Fund S000003720 549300JFPNTWR4CMUK44 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 174452.51000000 4475.23000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 86.65 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 291.78 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1453.94 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 867.61 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 74.02 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 334.98 3108.98 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5545843.2 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1574291.27 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1523780.26 8643914.73 N 5085864.1375 0 Uncommitted 75000000 N N N S&P 500 Pure Growth Fund S000003739 549300B4BIN4BI5BDM76 N 1 0 0 Underlying fund N N -0.001932 -0.023904 0.001497 0.001656 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 40128.85000000 1928.69000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 109.3 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 475.63 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3604.7 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 4173.8 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 102.36 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2789.58 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 328.32 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1186.85 12770.54 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 13205179.34 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 44253563.71 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 12502585.23 69961328.28 N 41710074.591666 0 Uncommitted 75000000 N N N Multi-Hedge Strategies Fund S000003747 549300IFURUIAKS87F05 N 1 0 0 Fund of Funds Underlying fund Y Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 92676.93000000 3181.25000000 Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 181563.9 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 17.1 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 0.06 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2268.76 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 3211.9 187061.72 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11274819.74 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 1499971.71 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 70123520.6 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 216808562.08 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 82530.37 JEFFERIES LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 6376081.78 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 73811438.89 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 12952929.2 392929854.37 N 37110230.643333 0 Uncommitted 75000000 N N N Precious Metals Fund S000003743 5493001NS6LUPX0G6S09 N 1 0 0 Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 962057.98000000 3432.56000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 13701.04 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 11084.34 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1055.06 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 7789.78 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 2221.66 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1470.49 37322.37 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 9705589.87 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 34043247.59 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 9486889.96 53235727.42 N 18812180.003333 0 Uncommitted 75000000 N N N Commodities Strategy Fund S000003734 549300SFKL5J953D6X96 N 1 0 0 Fund of Funds Underlying fund N N -0.006327 -0.023929 0.043164 0.043214 Y Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N Bloomberg 549300B56MD0ZC402L06 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Securities International Ltd N/A N/A N/A GB 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2659.8 2659.8 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1195725.45 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 299876.83 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 33443868.08 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 119281022.77 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 199404 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 151890.77 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 35398310.15 189970098.05 N 3361932.309166 0 Uncommitted 75000000 N N N N Banking Fund S000003758 5493004010362Z33XQ07 N 1 0 0 Underlying fund N N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 15014.69000000 16.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2355.03 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 40.88 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 528.01 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 542.57 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 635.8 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7.4 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 226.56 4336.25 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 1228868.78 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 1270028.15 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4381226.53 6880123.46 N 4728580.900833 0 Uncommitted 75000000 N N N High Yield Strategy Fund S000016688 549300T94NKQOIGT7F22 N 1 0 0 Fund of Funds Underlying fund Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Cash collateral reinvestment fee Revenue sharing split 947.04000000 4.61000000 Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 5110.83 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1902.94 7013.77 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 4182684.94 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 22924358.55 INTL FCSTONE FINANCIAL INC. 8-51269 000045993 549300LNKU6K5TJCRG93 635027.37 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 84912238.15 BNY MELLON CAPITAL MARKETS, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 299728.17 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 293718869.83 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 299870.5 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 348957 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 299560 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 83115423.23 490836717.74 N 6828182.854166 0 Uncommitted 75000000 N N N N S&P 500 Pure Value Fund S000003738 549300X1VNR3C7SILD97 N 1 0 0 Underlying fund N N -0.000404 -0.0218 0.001679 0.001767 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 103250.64000000 7936.08000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8760.69 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4262.16 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 10751.44 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 1078.95 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 1270.44 26123.68 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 8770615.96 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 10805355.75 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 30303411.4 49879383.11 N 33949879.55 0 Uncommitted 75000000 N N N S&P SmallCap 600 Pure Growth Fund S000003741 549300S628MMMITB8137 N 1 0 0 Underlying fund N N -0.001914 -0.021461 0.001794 0.001997 Y N Y N N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N Revenue sharing split Cash collateral reinvestment fee 399324.60000000 5081.36000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 3323.81 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 950.9 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 4461.26 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 895.16 SVB Leerink LLC 8-48535 000039011 549300AAH7U76CEUBI94 2381.22 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 2164.34 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 4231.62 18408.31 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4040479.65 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 5522907.95 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 13990963.58 23554351.18 N 11675189.791666 0 Uncommitted 75000000 N N N Inverse Russell 2000 Strategy Fund S000003746 549300R2K7KRZIBKK159 N 1 0 0 Inverse of a benchmark Fund of Funds Underlying fund N N -0.446508 -0.461251 0.003571 0.003457 Y N Y N U.S. Bank, N.A. 6BYL5QZYBDK8S7L73M02 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Security Investors, LLC 801-8008 000105477 549300R47VF4XGNEC751 N MUFG Investor Services (US), LLC 084-05475 N/A N N N Bloomberg 549300B56MD0ZC402L06 N ICE Data Services 5493000NQ9LYLDBCTL34 N N U.S. Bank N.A. 6BYL5QZYBDK8S7L73M02 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N MUFG Investor Services (US), LLC 084-05475 SEC File Number N N N Guggenheim Investor Services, LLC 8-44742 000030096 N/A 0 Guggenheim Funds Distributors, LLC 8-48842 000039805 549300YLHACOJHH3DN20 0 Croton Liquid Markets LLC 8-69770 000283873 2549007MP5G3TGYEQJ59 0 Guggenheim KBBO Partners Ltd N/A N/A N/A AE 0 GUGGENHEIM SECURITIES, LLC 8-49107 000040638 5493005G25VHYWLYJU59 0 Sammons Financial Network LLC 8-68905 000158538 N/A 0 Guggenheim Partners Japan, Ltd. N/A N/A N/A JP 0 Guggenheim Securities International Ltd N/A N/A N/A GB 0 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23.21 23.21 BOFA SECURITIES, INC. 8-69787 000283942 549300HN4UKV1E2R3U73 19265585.37 GOLDMAN SACHS & CO. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 32631824.56 MIZUHO SECURITIES USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 149950.83 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 71189172.75 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 24950.5 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 20974028.92 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 199916.83 TD SECURITIES (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 52462.58 INTL FCSTONE FINANCIAL INC. 8-51269 000045993 549300LNKU6K5TJCRG93 100004.31 BNP Paribas N/A N/A R0MUWSFPU8MPRO8K5P83 FR 18840339.82 163428236.47 N 1131811.441666 0 Uncommitted 75000000 N N N N true false true false false false